The takeaway lesson here is not to broadcast your secrets to him. If you don't want him in your room, don't tell him you've put important papers in there, locked the door, and will call the police if he goes in there.
It's like putting a big neon sign up saying, "Take me!"
I'm NOT saying this is your fault. I'm saying he's shown you who he is, and it's unwise to position yourself to be exploited by him. He is who he is, so you need to anticipate that he will continue to be this way.
What kinds of papers did you hide? Are they things for which he has reasonable claim? Does he have a right to copies?
If so, I would not call the police, except perhaps for the breaking of doors/locks---and to ensure I got the papers back after he'd copied them.
Given his propensity to break and enter, I think I'd change ALL the locks in the house as soon as he was moved out. I'd consider an alarm system, as well.
And I would not use him as a "house sitter" any more.